Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-06 0.283207 0.307130 0.332976 0.363121 0.397501 0.435716 0.481719
2025-07-13 0.256201 0.287868 0.323982 0.368679 0.423181 0.488376 0.573681
2025-07-20 0.237141 0.273636 0.317007 0.373264 0.445720 0.538005 0.668131
2025-07-27 0.219770 0.258834 0.306774 0.371333 0.458322 0.575215 0.751420
2025-08-03 0.207345 0.248535 0.300518 0.372894 0.474514 0.618133 0.849265
2025-08-10 0.192102 0.233194 0.286112 0.361625 0.470992 0.631716 0.904319
2025-08-17 0.178389 0.218760 0.271608 0.348560 0.462937 0.636714 0.945374
2025-08-24 0.170620 0.211593 0.266213 0.347573 0.472138 0.668906 1.038380
2025-08-31 0.167304 0.210099 0.268331 0.357351 0.498435 0.731904 1.201581
2025-09-07 0.161479 0.204737 0.264533 0.357817 0.509769 0.770927 1.327851
2025-09-14 0.155586 0.198911 0.259628 0.356057 0.517039 0.803471 1.448934
2025-09-21 0.150103 0.193353 0.254731 0.353826 0.523103 0.834404 1.575060
2025-09-28 0.142866 0.185097 0.245607 0.344557 0.516659 0.841610 1.650037
2025-10-05 0.139956 0.182949 0.245479 0.349800 0.536513 0.904438 1.891022
2025-10-12 0.137016 0.180588 0.244847 0.354088 0.555032 0.967925 2.163452
2025-10-19 0.132867 0.176223 0.240848 0.352325 0.561833 1.007034 2.381615
2025-10-26 0.129742 0.173242 0.238832 0.353778 0.574983 1.063139 2.688165
2025-11-02 0.124227 0.166417 0.230384 0.343354 0.563299 1.057918 2.769694
2025-11-09 0.118676 0.159355 0.221277 0.331251 0.547191 1.039612 2.794379
2025-11-16 0.115812 0.156310 0.218505 0.330336 0.554123 1.080733 3.089275
2025-11-23 0.115152 0.156621 0.221156 0.339400 0.583021 1.185422 3.757697
2025-11-30 0.112822 0.154229 0.219232 0.339831 0.593240 1.241655 4.248779
2025-12-07 0.110227 0.151325 0.216322 0.338201 0.598675 1.285487 4.721916